+137.8%
MSTR vs APD
+27.2%
+110.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -21.6% | +11.0% | -32.6% | -24.8% |
| 3M | +24.4% | +1.3% | +23.1% | +23.4% |
| 6M | -35.5% | +6.4% | -41.8% | -37.5% |
| YTD | -20.3% | +28.9% | -49.2% | -31.0% |
| 1Y | -49.3% | +23.2% | -72.5% | -55.4% |
| 3Y | +137.8% | +26.3% | +111.4% | +108.9% |
| All | +137.8% | +27.2% | +110.6% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling